+45.8%
SLB vs CNI
+32.7%
+13.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +3.5% | +2.5% | +1.0% | +2.7% |
| 30D | +6.5% | +6.1% | +0.4% | +4.3% |
| 3M | -0.2% | +0.1% | -0.4% | -0.5% |
| 6M | -5.7% | +14.9% | -20.6% | -11.2% |
| YTD | +36.8% | +30.9% | +6.0% | +19.2% |
| 1Y | +45.8% | +33.9% | +11.9% | +24.8% |
| All | +45.8% | +32.7% | +13.0% | +24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CNI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling